Interval Estimation for Amplitude-Dependent Exponential Autoregressive (EXPAR) Models

Jones (1976) and Ozaki and Oda (1978) independently introduced a class of nonlinear models known as amplitude-dependent exponential autoregressive (EXPAR) models. Many authors have discussed the usefulness of these models (e.g. Qzaki, 1993). The conditional least squares method has been used frequen...

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Autors principals:	M. Abdelhafez, M. Ismail
Format:	Artigo
Idioma:	Inglês
Publicat:	Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR) 2000-06-01
Col·lecció:	The Egyptian Statistical Journal
Matèries:	Non-Linear Models - Amplitude-Dependent Exponential Autoregressive (EXPAR) Models Bootstrap - Conditional Least Squares - Confidence Intervals - Lynx Data
Accés en línia:	https://esju.journals.ekb.eg/article_313819_73f69621b129ed5823f26239f483f6f0.pdf
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